Two likely causes are focus error and motion blur.

Your sample sounds like focus may be slightly behind the main droplet, so first work on precise focus. A good approach is to use live view, magnify the preview, switch to manual focus, and fine-tune focus carefully.

The other issue is that water droplets move very fast, especially when framed tightly at high magnification. Even 1/4000s may not fully freeze the motion, so some blur can remain. You can reduce this by:

• stepping farther back or using a shorter focal length, which lowers magnification and makes the droplet move less across the frame
• using flash, since the flash burst can be much shorter than the shutter speed and can freeze the motion more effectively

You can also try a smaller aperture (higher f-number) to increase depth of field, as long as diffraction isn’t a bigger problem for your setup. If needed, raise ISO to compensate for the reduced light.

In short: improve focus accuracy, consider more depth of field, reduce magnification, and use flash if you want the crispest water-drop images.